+5.7%
CVS vs LII
+19.9%
-14.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.4% |
| 7D | -7.1% | -0.6% | -6.5% | -7.2% |
| 30D | -4.0% | -4.6% | +0.6% | -3.5% |
| 3M | -12.2% | -21.2% | +9.0% | -9.2% |
| 6M | -2.2% | -36.4% | +34.3% | +4.2% |
| YTD | +8.9% | -28.9% | +37.8% | +13.4% |
| 1Y | +9.9% | -29.5% | +39.4% | +14.5% |
| 3Y | +32.1% | -8.6% | +40.7% | +26.3% |
| All | +5.7% | +19.9% | -14.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling